+564.1%
KO vs JBLU
-60.5%
+624.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | +1.6% | -24.4% | +26.0% | +4.2% |
| 3M | +5.8% | -4.8% | +10.5% | +5.7% |
| 6M | +14.3% | -0.5% | +14.7% | +13.0% |
| YTD | +27.3% | -3.5% | +30.8% | +25.6% |
| 1Y | +33.2% | -13.6% | +46.8% | +32.4% |
| 3Y | +64.5% | -15.3% | +79.7% | +54.4% |
| 5Y | +83.1% | -70.1% | +153.2% | +89.1% |
| 10Y | +183.9% | -72.9% | +256.9% | +180.4% |
| All | +564.1% | -60.5% | +624.6% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling